Do I have to configure Missive-specific SPF records?
Since Missive acts as an email client and not a server, you do not have to configure any SPF or DKIM specifically for it.
Missive sends emails through the SMTP credentials you provided when connecting your account, like any other email client would (e.g. Microsoft Outlook on Windows, Apple Mail on Mac / iOS, etc.)
DKIM is also handled by your email provider and requires DNS (domain name) configuration. Your email provider should give you a DNS record (usually TXT) that you will need to add through your domain provider interface. If your hosting provider handles both your DNS and SMTP email delivery, this can sometimes be enabled by simply clicking a button in their interface.